+578.8%
MS vs FTV
+113.3%
+465.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +1.3% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | -0.9% | +17.2% | -18.1% | -11.3% |
| 3M | -13.0% | +8.9% | -21.9% | -18.2% |
| 6M | -2.0% | +11.3% | -13.3% | -10.0% |
| YTD | +7.8% | +21.9% | -14.2% | -8.8% |
| 1Y | +17.9% | +31.6% | -13.7% | -5.9% |
| 3Y | +174.8% | +38.1% | +136.7% | +107.0% |
| 5Y | +119.9% | +15.7% | +104.2% | +84.9% |
| 10Y | +578.8% | +107.5% | +471.4% | +260.3% |
| All | +578.8% | +113.3% | +465.5% | +260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling